+206.0%
IEFA vs RY
+485.9%
-279.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.1% |
| 7D | -1.1% | -3.0% | +1.9% | +0.8% |
| 30D | +1.3% | +6.3% | -5.0% | -2.4% |
| 3M | -3.2% | -2.6% | -0.6% | -1.7% |
| 6M | +2.0% | +13.9% | -11.9% | -6.3% |
| YTD | +10.7% | +21.7% | -11.0% | -2.4% |
| 1Y | +13.0% | +40.4% | -27.5% | -8.9% |
| 3Y | +67.1% | +161.3% | -94.2% | -9.5% |
| 5Y | +49.4% | +126.5% | -77.1% | -12.1% |
| 10Y | +148.2% | +354.3% | -206.2% | -5.5% |
| All | +206.0% | +485.9% | -279.9% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling